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Markov Processes: An Introduction for Physical Scientists cover
  • ISBN: 9780122839559
  • ISBN10: 0122839552

Markov Processes: An Introduction for Physical Scientists

by Gillespie, Daniel T. A

  • List Price: $72.95
  • Binding: Hardcover
  • Publisher: Academic Press
  • Publish date: 10/01/1991
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Description
Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level. Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the master equations, and the moment equations* Detailed exposition of Monte Carlo simulation methods, with plots of many numerical examples* Clear treatments of first passages, first exits, and stable state fluctuations and transitions* Carefully drawn applications to Brownian motion, molecular diffusion, and chemical kinetics
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$53.00